feat(trend): 趋势回调保本移交下单监控并统一写交易记录

保本后结束趋势计划，持仓转入下单监控（备注趋势回调），交易所同时挂保本止损与计划止盈；中控或交易所平仓均经下单监控写入交易记录（trend_plan_id、开仓类型），四所共用 strategy_trend_register。

Co-authored-by: Cursor <cursoragent@cursor.com>

strategy_trend_register.py

@@ -18,6 +18,7 @@ from strategy_trend_exchange import (
     trend_market_add,
     trend_market_close,
     trend_refresh_stop_only,
+    trend_replace_tpsl,
 )
 from strategy_trend_lib import (
     build_grid_prices,
@@ -28,6 +29,8 @@ from strategy_trend_lib import (
 from strategy_trade_labels import (
     ENTRY_REASON_TREND_PULLBACK,
     MONITOR_TYPE_TREND_PULLBACK,
+    TREND_HANDOFF_KEY_SIGNAL,
+    TREND_HANDOFF_TRADE_NOTE,
 )
 
 MONITOR_TYPE_TREND = MONITOR_TYPE_TREND_PULLBACK
@@ -600,7 +603,117 @@ def check_trend_pullback_plans(cfg: dict) -> None:
     conn.close()
 
 
+TREND_PLAN_STATUS_HANDOFF = "stopped_handoff"
+
+
+def _order_monitor_manual_type(m) -> str:
+    return getattr(m, "ORDER_MONITOR_TYPE_MANUAL", None) or "下单监控"
+
+
+def _insert_trend_handoff_order_monitor(
+    cfg: dict,
+    conn,
+    plan_row,
+    *,
+    new_sl: float,
+    pos_amt: float,
+) -> int:
+    m = _m(cfg)
+    sym = plan_row["symbol"]
+    direction = (plan_row["direction"] or "long").lower()
+    ex_sym = plan_row["exchange_symbol"] or m.normalize_exchange_symbol(sym)
+    plan_id = int(plan_row["id"])
+    avg_e = float(plan_row["avg_entry_price"] or 0)
+    tp = float(plan_row["take_profit"] or 0)
+    lev = int(plan_row["leverage"] or 1)
+    margin_cap = float(plan_row["plan_margin_capital"] or 0)
+    init_sl = float(
+        plan_row["initial_stop_loss"]
+        if plan_row["initial_stop_loss"] not in (None, "")
+        else plan_row["stop_loss"]
+        or 0
+    )
+    risk_pct = float(plan_row["risk_percent"] or 5)
+    risk_amt = None
+    calc_risk = getattr(m, "calc_risk_amount_from_plan", None)
+    if callable(calc_risk):
+        try:
+            risk_amt = calc_risk(direction, avg_e, init_sl, margin_cap, lev)
+        except Exception:
+            risk_amt = None
+    be_rr = float(getattr(m, "BREAKEVEN_RR_TRIGGER", 1) or 1)
+    be_off = float(getattr(m, "BREAKEVEN_OFFSET_PCT", 0.3) or 0.3)
+    be_step = float(getattr(m, "BREAKEVEN_STEP_R", 1) or 1)
+    if direction == "short":
+        be_price = round(avg_e * (1 - be_off / 100.0), 8)
+    else:
+        be_price = round(avg_e * (1 + be_off / 100.0), 8)
+    rp = getattr(m, "round_price_to_exchange", None)
+    if callable(rp):
+        try:
+            be_price = float(rp(ex_sym, be_price) or be_price)
+        except Exception:
+            pass
+    opened_at = plan_row["opened_at"] or m.app_now_str()
+    to_ms = getattr(m, "_to_ms_with_fallback", None)
+    opened_ms = to_ms(plan_row["opened_at_ms"] if "opened_at_ms" in plan_row.keys() else None, opened_at) if callable(to_ms) else None
+    trading_day = plan_row["session_date"] or getattr(m, "get_trading_day", lambda: None)()
+    if not trading_day and callable(getattr(m, "get_trading_day", None)):
+        trading_day = m.get_trading_day()
+    notional = margin_cap * lev if margin_cap and lev else None
+    monitor_type = _order_monitor_manual_type(m)
+    conn.execute(
+        "INSERT INTO order_monitors "
+        "(symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, "
+        "margin_capital, leverage, trade_style, risk_percent, risk_amount, "
+        "breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, "
+        "breakeven_enabled, notional_value, position_ratio, base_amount, order_amount, exchange_order_id, "
+        "opened_at, opened_at_ms, session_date, monitor_type, key_signal_type, trend_plan_id) "
+        "VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
+        (
+            sym,
+            ex_sym,
+            direction,
+            avg_e,
+            new_sl,
+            init_sl,
+            tp,
+            margin_cap,
+            lev,
+            "trend_pullback_handoff",
+            risk_pct,
+            risk_amt,
+            be_rr,
+            be_off,
+            be_step,
+            0,
+            be_price,
+            0,
+            notional,
+            None,
+            None,
+            float(pos_amt),
+            "",
+            opened_at,
+            opened_ms,
+            trading_day,
+            monitor_type,
+            TREND_HANDOFF_KEY_SIGNAL,
+            plan_id,
+        ),
+    )
+    new_id = int(conn.execute("SELECT last_insert_rowid()").fetchone()[0])
+    persist = getattr(m, "try_persist_exchange_margin_for_order", None)
+    if callable(persist):
+        try:
+            persist(conn, new_id, ex_sym, direction, order_leverage=lev)
+        except Exception:
+            pass
+    return new_id
+
+
 def apply_manual_breakeven(cfg: dict, conn, row, offset_pct=None) -> tuple[bool, Optional[str]]:
+    """保本：结束趋势计划，持仓移交下单监控（备注趋势回调），交易所同时挂保本止损与止盈。"""
     m = _m(cfg)
     if (row["status"] or "").strip() != "active":
         return False, "计划已结束"
@@ -610,10 +723,18 @@ def apply_manual_breakeven(cfg: dict, conn, row, offset_pct=None) -> tuple[bool,
     if avg_e <= 0:
         return False, "缺少有效持仓均价"
     direction = (row["direction"] or "long").lower()
-    ex_sym = row["exchange_symbol"] or m.normalize_exchange_symbol(row["symbol"])
+    sym = row["symbol"]
+    ex_sym = row["exchange_symbol"] or m.normalize_exchange_symbol(sym)
     pos = m.get_live_position_contracts(ex_sym, direction)
     if pos is None or float(pos) <= 0:
         return False, "交易所当前无该方向持仓"
+    pos_amt = float(pos)
+    dup = conn.execute(
+        "SELECT id FROM order_monitors WHERE status='active' AND symbol=? AND direction=? LIMIT 1",
+        (sym, direction),
+    ).fetchone()
+    if dup:
+        return False, "该币种已有运行中的下单监控，请先结束后再保本移交"
     be_fn = getattr(m, "calc_trend_manual_breakeven_stop", None)
     if not callable(be_fn):
         pct = float(offset_pct if offset_pct is not None else cfg["breakeven_offset_pct"])
@@ -629,6 +750,9 @@ def apply_manual_breakeven(cfg: dict, conn, row, offset_pct=None) -> tuple[bool,
     if new_sl is None:
         return False, "保本价经交易所精度舍入后无效"
     new_sl = float(new_sl)
+    tp = float(row["take_profit"] or 0)
+    if tp <= 0:
+        return False, "计划止盈价无效"
     cur_sl = float(row["stop_loss"] or 0)
     if direction == "long":
         if new_sl <= cur_sl:
@@ -636,15 +760,65 @@ def apply_manual_breakeven(cfg: dict, conn, row, offset_pct=None) -> tuple[bool,
     else:
         if new_sl >= cur_sl:
             return False, f"新止损 {new_sl} 未低于当前止损 {cur_sl}（空仓需下移）"
+    ok_live, live_reason = m.ensure_exchange_live_ready()
+    if not ok_live:
+        return False, live_reason or "实盘未就绪"
+    plan_id = int(row["id"])
+    handoff_row = {
+        "symbol": sym,
+        "exchange_symbol": ex_sym,
+        "direction": direction,
+        "order_amount": pos_amt,
+    }
     try:
-        trend_refresh_stop_only(cfg, ex_sym, direction, new_sl)
+        trend_replace_tpsl(cfg, handoff_row, new_sl, tp)
     except Exception as e:
         fe = getattr(m, "friendly_exchange_error", None)
         return False, fe(e) if callable(fe) else str(e)
-    conn.execute(
-        "UPDATE trend_pullback_plans SET stop_loss=?, breakeven_applied=1, breakeven_applied_at=? WHERE id=?",
-        (new_sl, m.app_now_str(), row["id"]),
+    now_s = m.app_now_str()
+    _TREND_FLAT_STREAK.pop(plan_id, None)
+    cur = conn.execute(
+        "UPDATE trend_pullback_plans SET status=?, message=?, stop_loss=?, "
+        "breakeven_applied=1, breakeven_applied_at=? WHERE id=? AND status='active'",
+        (
+            TREND_PLAN_STATUS_HANDOFF,
+            f"保本移交下单监控（{TREND_HANDOFF_TRADE_NOTE}）",
+            new_sl,
+            now_s,
+            plan_id,
+        ),
     )
+    if not getattr(cur, "rowcount", 0):
+        return False, "计划状态更新失败（可能已被其他操作结束）"
+    try:
+        mon_id = _insert_trend_handoff_order_monitor(
+            cfg, conn, row, new_sl=new_sl, pos_amt=pos_amt
+        )
+    except Exception as e:
+        conn.execute(
+            "UPDATE trend_pullback_plans SET status='active', message=? WHERE id=?",
+            (f"移交下单监控失败：{e}", plan_id),
+        )
+        return False, f"移交下单监控失败：{e}"
+    pct_used = float(
+        offset_pct if offset_pct is not None else cfg["breakeven_offset_pct"]
+    )
+    extra = getattr(m, "build_wechat_close_message", None)
+    send = getattr(m, "send_wechat_msg", None)
+    pf = getattr(m, "format_price_for_symbol", None)
+    fmt = (lambda s, p: pf(s, p)) if callable(pf) else (lambda _s, p: str(p))
+    if callable(send):
+        lines = [
+            f"# ✅ {sym} 趋势回调保本移交",
+            f"- 计划 ID：**{plan_id}** → 下单监控 **#{mon_id}**",
+            f"- 备注：**{TREND_HANDOFF_TRADE_NOTE}**",
+            f"- 保本止损：{fmt(sym, new_sl)} ｜ 止盈：{fmt(sym, tp)}",
+            f"- 交易所：已挂止盈止损；平仓后将写入交易记录（{ENTRY_REASON_TREND_PULLBACK}）",
+        ]
+        wl = getattr(m, "_wechat_account_label", None)
+        if callable(wl):
+            lines.insert(1, f"**账户：{wl()}**")
+        send("\n".join(lines))
     return True, None
 
 
@@ -933,7 +1107,11 @@ def register_trend_routes(app: Flask, cfg: dict) -> None:
         ok, err = apply_manual_breakeven(cfg, conn, row, offset_pct=offset_pct)
         conn.commit()
         conn.close()
-        flash("已手动保本" if ok else (err or "手动保本失败"))
+        flash(
+            "已保本：趋势计划已结束，持仓已移交下单监控并挂止盈止损；平仓后将写入交易记录"
+            if ok
+            else (err or "保本移交失败")
+        )
         return _redirect_trend()
 
     @app.route("/stop_trend_pullback/<int:pid>")